Normal
Here is mine. Nearly there, just need to fix that Profit percentage lol...But seriously guys what area should I concentrate at ?The below report is thanx to the help received from Sir Burr in converting AB it to Tradesim, thanx mate.[CODE]Trade ParametersInitial Capital: $100,000.00Portfolio Limit: 100.00%Maximum number of open positions: 100Position Size Model: Equal Dollar UnitsTrade Size ($ value): $10,000.00Pyramid profits: NoTransaction cost (Trade Entry): $10.00Transaction cost (Trade Exit): $10.00Margin Requirement: 100.00%Trade PreferencesTrading Instrument: StocksBreak Even Trades: Process separatelyTrade Position Type: Process all tradesEntry Order Type: Default OrderExit Order Type: Default OrderMinimum Trade Size: $0.00Accept Partial Trades: NoVolume Filter: Ignore Volume InformationPyramid Trades: NoUse Level Zero trades only: YesSimulation StatsNumber of trade simulations: 20000Trades processed per simulation: 12619Maximum Number of Trades Executed: 1286Average Number of Trades Executed: 1121Minimum Number of Trades Executed: 533Standard Deviation: 22.29Profit StatsMaximum Profit: $187,217.86 (187.22%)Average Profit: $85,839.44 (85.84%)Minimum Profit: -$7,854.81 (-7.85%)Standard Deviation: $23,692.78 (23.69%)Probability of Profit: 99.97%Probability of Loss: 0.03%Percent Winning Trade StatsMaximum percentage of winning trades: 41.38%Average percentage of winning trades: 37.97%Minimum percentage of winning trades: 34.48%Standard Deviation: 0.81%Percent Losing Trade StatsMaximum percentage of losing trades: 65.52%Average percentage of losing Trades: 62.03%Minimum percentage of losing trades: 58.62%Standard Deviation: 0.81%Average Relative Dollar Drawdown StatsMaximum of the Average Relative Dollar Drawdown: $1,260.98Average of the Average Relative Dollar Drawdown: $969.36Minimum of the Average Relative Dollar Drawdown: $793.81Standard Deviation: $58.51Average Relative Percent Drawdown StatsMaximum of the Average Relative Percent Drawdown: 1.4579%Average of the Average Relative Percent Drawdown: 0.8324%Minimum of the Average Relative Percent Drawdown: 0.5581%Standard Deviation: 0.0983%Maximum Peak-to-Valley Dollar Drawdown StatsMaximum Absolute Dollar Drawdown: $50,662.59Average Absolute Dollar Drawdown: $28,027.32Minimum Absolute Dollar Drawdown: $17,345.20Standard Deviation: $4,301.58Maximum Peak-to-Valley Percent Drawdown StatsMaximum Absolute Percent Drawdown: 47.4975%Average Absolute Percent Drawdown: 23.3832%Minimum Absolute Percent Drawdown: 13.6915%Standard Deviation: 3.6614%[/CODE]
Here is mine. Nearly there, just need to fix that Profit percentage lol...
But seriously guys what area should I concentrate at ?
The below report is thanx to the help received from Sir Burr in converting AB it to Tradesim, thanx mate.
[CODE]
Trade Parameters
Initial Capital: $100,000.00
Portfolio Limit: 100.00%
Maximum number of open positions: 100
Position Size Model: Equal Dollar Units
Trade Size ($ value): $10,000.00
Pyramid profits: No
Transaction cost (Trade Entry): $10.00
Transaction cost (Trade Exit): $10.00
Margin Requirement: 100.00%
Trade Preferences
Trading Instrument: Stocks
Break Even Trades: Process separately
Trade Position Type: Process all trades
Entry Order Type: Default Order
Exit Order Type: Default Order
Minimum Trade Size: $0.00
Accept Partial Trades: No
Volume Filter: Ignore Volume Information
Pyramid Trades: No
Use Level Zero trades only: Yes
Simulation Stats
Number of trade simulations: 20000
Trades processed per simulation: 12619
Maximum Number of Trades Executed: 1286
Average Number of Trades Executed: 1121
Minimum Number of Trades Executed: 533
Standard Deviation: 22.29
Profit Stats
Maximum Profit: $187,217.86 (187.22%)
Average Profit: $85,839.44 (85.84%)
Minimum Profit: -$7,854.81 (-7.85%)
Standard Deviation: $23,692.78 (23.69%)
Probability of Profit: 99.97%
Probability of Loss: 0.03%
Percent Winning Trade Stats
Maximum percentage of winning trades: 41.38%
Average percentage of winning trades: 37.97%
Minimum percentage of winning trades: 34.48%
Standard Deviation: 0.81%
Percent Losing Trade Stats
Maximum percentage of losing trades: 65.52%
Average percentage of losing Trades: 62.03%
Minimum percentage of losing trades: 58.62%
Average Relative Dollar Drawdown Stats
Maximum of the Average Relative Dollar Drawdown: $1,260.98
Average of the Average Relative Dollar Drawdown: $969.36
Minimum of the Average Relative Dollar Drawdown: $793.81
Standard Deviation: $58.51
Average Relative Percent Drawdown Stats
Maximum of the Average Relative Percent Drawdown: 1.4579%
Average of the Average Relative Percent Drawdown: 0.8324%
Minimum of the Average Relative Percent Drawdown: 0.5581%
Standard Deviation: 0.0983%
Maximum Peak-to-Valley Dollar Drawdown Stats
Maximum Absolute Dollar Drawdown: $50,662.59
Average Absolute Dollar Drawdown: $28,027.32
Minimum Absolute Dollar Drawdown: $17,345.20
Standard Deviation: $4,301.58
Maximum Peak-to-Valley Percent Drawdown Stats
Maximum Absolute Percent Drawdown: 47.4975%
Average Absolute Percent Drawdown: 23.3832%
Minimum Absolute Percent Drawdown: 13.6915%
Standard Deviation: 3.6614%
[/CODE]
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